Uses of Class
org.quantlib.PlainVanillaPayoff

Uses of PlainVanillaPayoff in org.quantlib

Methods in org.quantlib that return PlainVanillaPayoff

Modifier and Type	Method	Description
static PlainVanillaPayoff	QuantLib.as_plain_vanilla_payoff(Payoff payoff)

Methods in org.quantlib with parameters of type PlainVanillaPayoff

Modifier and Type	Method	Description
static double	QuantLib.bachelierBlackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)
static double	QuantLib.blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)
static double	QuantLib.blackFormulaAssetItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)
static double	QuantLib.blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev)
static double	QuantLib.blackFormulaCashItmProbability(PlainVanillaPayoff payoff, double forward, double stdDev, double displacement)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy)
static double	QuantLib.blackFormulaImpliedStdDevLiRS(PlainVanillaPayoff payoff, double forward, double blackPrice, double discount, double displacement, double guess, double omega, double accuracy, long maxIterations)
protected static long	PlainVanillaPayoff.getCPtr(PlainVanillaPayoff obj)

Constructors in org.quantlib with parameters of type PlainVanillaPayoff

Constructor	Description
SpreadOption(PlainVanillaPayoff payoff, Exercise exercise)